+430.8%
BSX vs ACN
+1,705.6%
-1,274.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +3.0% |
| 7D | +2.0% | -1.5% | +3.6% | +2.5% |
| 30D | +0.1% | +9.4% | -9.2% | -3.3% |
| 3M | -2.1% | +5.6% | -7.8% | -5.6% |
| 6M | -33.8% | -9.3% | -24.6% | -33.0% |
| YTD | -49.9% | -29.0% | -20.9% | -44.9% |
| 1Y | -55.4% | -24.7% | -30.8% | -52.4% |
| 3Y | -10.9% | -39.8% | +29.0% | +1.6% |
| 5Y | +6.4% | -40.9% | +47.3% | +20.0% |
| 10Y | +97.0% | +91.1% | +5.9% | +43.1% |
| All | +430.8% | +1,705.6% | -1,274.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling